El pendulo bookstore and piano bar.

El pendulo are very nice bookstores, there is one in the Zona Rosa, in the Hamburgo street (126).

Fortunately there is a very nice bar upstairs the Bukowski's bar with an area where you can sit without being bothered by anyone (and not forced to drink anything) as well as a terrace.
You can listen to (cool) jazz music in the evening.

Location of the Zona Rosa bookstore.

From the terrace.

Sous-bock

Jazz at the Institut Français

Jazz at the IFAL (Instituto Francés de América Latina). Beer is cheap, $20, but the food is ok but nothing fancy (omelette for $35 though, quiche for $65).